I made the following claim and gave it a proof during my winter break.
Given four hypothesis
- $X=\mathbb{N},Y$ is a metric space.
- $\{f_n\}$ uniformly converge to $f$.
- $\lim_{k\to \infty}f(k)$ exists.
- $\lim_{n\to \infty}\lim_{k\to \infty}f_n(k)$ exists.
We have \begin{align*} \lim_{k\to \infty}f(k)=\lim_{n\to \infty}\lim_{k\to \infty}f_n(k) \end{align*}
Proof:
We wish to prove that \begin{align*} \forall \epsilon , d(\lim_{k\to \infty}f(k),\lim_{n\to \infty}\lim_{k\to \infty}f_n(k))<\epsilon \end{align*} Fix $\epsilon$. Because $\lim_{k\to \infty}f_n(k) \to \lim_{n\to \infty}\lim_{k\to \infty}f_n(k)$ as $n\to \infty$, we know there exists $N$ such that \begin{align*} \forall n>N, d(\lim_{k\to \infty}f_n(k),\lim_{n\to \infty}\lim_{k\to \infty}f_n(k))<\frac{\epsilon}{4} \end{align*} Also, because $\{f_n\}$ uniformly converge to $f$, we know there exists $N'$ such that \begin{align*} \forall n>N', \forall k \in X, d(f_n(k),f(k))<\frac{\epsilon}{4} \end{align*} Let $m$ be a natural number greater than $\max \{N,N'\}$.\
Now, because $f(k)\to \lim_{k\to \infty}f(k)$ as $k\to \infty$, we know there exists $K$ such that \begin{align*} \forall k>K, d(f(k),\lim_{k\to \infty}f(k))<\frac{\epsilon}{4} \end{align*} Also, because $f_m(k)\to \lim_{k\to \infty}f_m(k)$ as $k\to \infty$, we know there exists $K'$ such that \begin{align*} \forall k>K', d(f_m(k),\lim_{k\to \infty}f_m(k))<\frac{\epsilon}{4} \end{align*} Let $j>\max \{K,K'\}$. We now have \begin{align*} d(\lim_{k\to \infty}f(k),\lim_{n\to \infty}\lim_{k\to \infty}f_n(k))&\leq d\big(\lim_{k\to \infty}f(k),f(j)\big)+d\big(f(j),f_m(j)\big)+d\big(f_m(j),\lim_{k\to \infty}f_m(k)\big)\\ &+d\big(\lim_{k\to \infty}f_m(k),\lim_{n\to \infty}\lim_{k\to \infty}f_n(k)\big)<\epsilon \end{align*}
I have two questions in mind, and I appreciate help in all forms.
Is the proof correct?
Does the theorem still hold true if we drop the third hypothesis? That is, from the below three hypotheses.
- $X=\mathbb{N},Y$ is a metric space.
- $\{f_n\}$ uniformly converge to $f$.
- $\lim_{n\to \infty}\lim_{k\to \infty}f_n(k)$ exists.
Can we deduce that $\lim_{k\to\infty} f(k)$ exists?
The motivation for me to ask this problem is that I know there are examples where $\lim_{k\to\infty}f(k)$ exists, but $\lim_{k\to \infty}f_n(k)$ do not exist for all $n\in\mathbb{N}$, and I for now can't come up with any example where $\lim_{n\to\infty}\lim_{k\to\infty} f_n(k)$ exists but $\lim_{k\to\infty} f(k)$ does not exists. Again, any help would be appreciated, and please notice that $Y$ need not be complete.
Your proof seems correct to me, and here is a proof of your conjecture that we can drop the 3rd hypothesis:
Assuming $\lim_{k\to\infty}f_n(k)= \ell_n$, $\lim_{n\to\infty}\ell_n= \ell$, and $f_n\to f$ uniformly, we shall prove that $\lim_{k\to\infty}f(k)=\ell$.
Let $\epsilon>0$. For $m$ large enough, we have both $d(\ell_m,\ell)<\epsilon/3$ and $\forall k, d(f_m(k),f(k))<\epsilon/3$. Fix such an $m$. There exists now $K$ such that $\forall k\ge K, d(f_m(k),\ell_m)<\epsilon/3$ and therefore, $d(f(k),\ell)<\epsilon$.